Generally speaking, our atmosphere is held onto the planet because of gravity. Gasses, much like all other matter, have mass, and thus gravity affects them as well. Yes they’re not as dense as solid matter and loosely held together but they still have mass.
That being said small amounts of the atmosphere do “fade away into the cosmos”. This happens for a variety of reasons but it’s ultimately a small part of an atmosphere that’s constantly being replenished.
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